This course aims to equip you with standard and advanced simulation techniques and cover their applications in finance, including derivatives pricing and risk management. In this course, you will develop skills in modelling and simulating time series data, and based on which you will be able to devise solutions to quantitative finance problems.
| Academic Units | 4 |
| Exam Schedule | Thu Apr 30 2026 00:00:00 GMT+0000 (Coordinated Universal Time) 09:00-11:00 |
| Grade Type | Letter Graded |
| Department Maintaining | MATH(SPS) |
| Prerequisites |
| Index | Type | Group | Day | Time | Venue | Remark |
|---|---|---|---|---|---|---|
| 70677 | LEC/STUDIO | LE | WED | 1030-1220 | SPMS-LT4 | |
| 70677 | LEC/STUDIO | LE | THU | 1130-1220 | SPMS-LT2 | |
| 70677 | TUT | T | THU | 1230-1320 | SPMS-LT2 |
0930
1030
1130
1230
1330
1430
1530
1630
1730
MH4518
LEC/STUDIO | SPMS-LT4
MH4518
LEC/STUDIO | SPMS-LT2
MH4518
TUT | SPMS-LT2
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